+143.8%
IBM vs MRSH
+218.8%
-75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +3.6% | -4.8% | +8.3% | +6.2% |
| 30D | +3.1% | -6.3% | +9.4% | +6.5% |
| 3M | -10.8% | +5.8% | -16.7% | -13.3% |
| 6M | -0.8% | +2.8% | -3.6% | -2.5% |
| YTD | -16.2% | -3.1% | -13.1% | -15.2% |
| 1Y | -2.9% | -11.3% | +8.4% | +2.3% |
| 3Y | +79.8% | -5.0% | +84.8% | +80.7% |
| 5Y | +124.9% | +19.2% | +105.7% | +94.4% |
| All | +143.8% | +218.8% | -75.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling